Subexponential loss rate asymptotics for Lévy processes
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Publication:627456
DOI10.1007/s00186-010-0335-0zbMath1209.93139OpenAlexW2051648525MaRDI QIDQ627456
Publication date: 2 March 2011
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/41927044/imf_thiele_2009_11.pdf
finite buffersubexponential distributionsheavy tailslocal timesLévy processloss ratePollaczeck-Khinchine formula
Processes with independent increments; Lévy processes (60G51) Stochastic systems in control theory (general) (93E03)
Related Items (6)
Tail asymptotics of the waiting time and the busy period for the \(\mathrm{M}/\mathrm{G}/1/K\) queues with subexponential service times ⋮ Optimal processing rate and buffer size of a jump-diffusion processing system ⋮ Local martingales with two reflecting barriers ⋮ Lévy Processes with Two-Sided Reflection ⋮ On the Dynamics of Semimartingales with Two Reflecting Barriers ⋮ Loss rates in the single-server queue with complete rejection
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